From 893e8bec094e848a92f0fb55f9e998032d95c8d1 Mon Sep 17 00:00:00 2001 From: fawce Date: Thu, 8 Jan 2015 13:31:48 -0500 Subject: [PATCH] added notes for new perf fields. --- docs/release-notes/zipline-0.7.1.md | 13 +++++++++++++ 1 file changed, 13 insertions(+) diff --git a/docs/release-notes/zipline-0.7.1.md b/docs/release-notes/zipline-0.7.1.md index f38d2271..364b27c3 100644 --- a/docs/release-notes/zipline-0.7.1.md +++ b/docs/release-notes/zipline-0.7.1.md @@ -49,3 +49,16 @@ > # The standard deviation of the price in the last 3 days. > data[security].stdev(3) > ``` + +* New fields in Performance Period +[PR464](https://github.com/quantopian/zipline/pull/464) + + > Performance Period has new fields accessible in return value of to_dict: + + > - gross leverage + > - net leverage + > - short exposure + > - long exposure + > - shorts count + > - longs count +